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Symphonies
FDN VS XLU WM 74
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily risk-on/off switch: if internet stocks (FDN) show stronger recent gains than utilities (XLU), go 100% into a 3x Nasdaq fund (TQQQ). Otherwise hold short‑term T‑Bills (BIL). Ties go to cash.
NutHow it works
Each day it compares a ~1‑month “up‑vs‑down” score (RSI) for two funds: FDN (internet/growth stocks) and XLU (utilities/defensive). If internet is stronger, it buys TQQQ, a fund that aims to triple the Nasdaq‑100’s daily move. If utilities are stronger or tied, it holds BIL (T‑Bills). Repeats daily.
CheckmarkValue prop
Out-of-sample: ~30.7% annualized return vs ~18.5% for the S&P, with Calmar ~1.32. It captures tech upside on growth days and shifts to cash in risk-off, aiming for higher growth with tempered, manager-friendly risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.191.210.310.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
739.88%14.2%0.54%-0.34%0.86
FDN VS XLU WM 74
12,093.18%34.93%0.28%-2.73%0.99
Initial Investment
$10,000.00
Final Value
$1,219,318.11
Regulatory Fees
$3,104.61
Total Slippage
$16,796.90
Invest in this strategy
OOS Start Date
Sep 13, 2024
Trading Setting
Daily
Type
Stocks
Category
Momentum, sector rotation, risk-on/risk-off, leveraged etfs, market timing, daily rebalance
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
FDN
First Trust Dow Jones Internet Index Fund ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
XLU
State Street Utilities Select Sector SPDR ETF
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

"FDN VS XLU WM 74" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"FDN VS XLU WM 74" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "FDN VS XLU WM 74" has returned 28.56%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "FDN VS XLU WM 74" is 23.17%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in "FDN VS XLU WM 74", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.